-2.3%
FERG vs ROST
+54.0%
-56.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | 0.0% | +0.9% | -1.0% | -0.3% |
| 30D | -10.2% | -8.9% | -1.3% | -7.9% |
| 3M | -0.6% | -0.8% | +0.2% | -0.6% |
| 6M | -6.5% | +8.5% | -15.0% | -10.0% |
| YTD | +4.2% | +28.6% | -24.4% | -6.8% |
| 1Y | -2.3% | +52.3% | -54.6% | -18.7% |
| All | -2.3% | +54.0% | -56.2% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling